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SAABY vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SAABY and VTI is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

SAABY vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Saab AB (publ) (SAABY) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SAABY:

-0.58

VTI:

0.47

Sortino Ratio

SAABY:

0.19

VTI:

0.83

Omega Ratio

SAABY:

1.05

VTI:

1.12

Calmar Ratio

SAABY:

-0.56

VTI:

0.51

Martin Ratio

SAABY:

-0.61

VTI:

1.94

Ulcer Index

SAABY:

75.07%

VTI:

5.07%

Daily Std Dev

SAABY:

93.63%

VTI:

19.98%

Max Drawdown

SAABY:

-81.97%

VTI:

-55.45%

Current Drawdown

SAABY:

-56.92%

VTI:

-7.97%

Returns By Period

In the year-to-date period, SAABY achieves a 121.21% return, which is significantly higher than VTI's -3.75% return.


SAABY

YTD

121.21%

1M

12.54%

6M

115.86%

1Y

-53.48%

5Y*

N/A

10Y*

N/A

VTI

YTD

-3.75%

1M

3.53%

6M

-5.68%

1Y

9.27%

5Y*

15.26%

10Y*

11.77%

*Annualized

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Risk-Adjusted Performance

SAABY vs. VTI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SAABY
The Risk-Adjusted Performance Rank of SAABY is 3333
Overall Rank
The Sharpe Ratio Rank of SAABY is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of SAABY is 4343
Sortino Ratio Rank
The Omega Ratio Rank of SAABY is 4848
Omega Ratio Rank
The Calmar Ratio Rank of SAABY is 1616
Calmar Ratio Rank
The Martin Ratio Rank of SAABY is 3838
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 5959
Overall Rank
The Sharpe Ratio Rank of VTI is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SAABY vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Saab AB (publ) (SAABY) and Vanguard Total Stock Market ETF (VTI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current SAABY Sharpe Ratio is -0.58, which is lower than the VTI Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of SAABY and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

SAABY vs. VTI - Dividend Comparison

SAABY's dividend yield for the trailing twelve months is around 0.39%, less than VTI's 1.35% yield.


TTM20242023202220212020201920182017201620152014
SAABY
Saab AB (publ)
0.39%0.72%0.21%0.33%0.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.35%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

SAABY vs. VTI - Drawdown Comparison

The maximum SAABY drawdown since its inception was -81.97%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for SAABY and VTI. For additional features, visit the drawdowns tool.


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Volatility

SAABY vs. VTI - Volatility Comparison


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